Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 03-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2018 |
03-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
159.24 |
159.57 |
0.33 |
0.2% |
158.87 |
High |
159.48 |
159.61 |
0.13 |
0.1% |
159.69 |
Low |
159.14 |
159.07 |
-0.07 |
0.0% |
158.59 |
Close |
159.43 |
159.30 |
-0.13 |
-0.1% |
159.43 |
Range |
0.34 |
0.54 |
0.20 |
58.8% |
1.10 |
ATR |
0.58 |
0.57 |
0.00 |
-0.4% |
0.00 |
Volume |
702,617 |
705,993 |
3,376 |
0.5% |
2,838,701 |
|
Daily Pivots for day following 03-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.95 |
160.66 |
159.60 |
|
R3 |
160.41 |
160.12 |
159.45 |
|
R2 |
159.87 |
159.87 |
159.40 |
|
R1 |
159.58 |
159.58 |
159.35 |
159.46 |
PP |
159.33 |
159.33 |
159.33 |
159.26 |
S1 |
159.04 |
159.04 |
159.25 |
158.92 |
S2 |
158.79 |
158.79 |
159.20 |
|
S3 |
158.25 |
158.50 |
159.15 |
|
S4 |
157.71 |
157.96 |
159.00 |
|
|
Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.54 |
162.08 |
160.04 |
|
R3 |
161.44 |
160.98 |
159.73 |
|
R2 |
160.34 |
160.34 |
159.63 |
|
R1 |
159.88 |
159.88 |
159.53 |
160.11 |
PP |
159.24 |
159.24 |
159.24 |
159.35 |
S1 |
158.78 |
158.78 |
159.33 |
159.01 |
S2 |
158.14 |
158.14 |
159.23 |
|
S3 |
157.04 |
157.68 |
159.13 |
|
S4 |
155.94 |
156.58 |
158.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.69 |
158.59 |
1.10 |
0.7% |
0.50 |
0.3% |
65% |
False |
False |
708,938 |
10 |
159.69 |
157.67 |
2.02 |
1.3% |
0.52 |
0.3% |
81% |
False |
False |
691,537 |
20 |
159.69 |
156.22 |
3.47 |
2.2% |
0.56 |
0.4% |
89% |
False |
False |
708,716 |
40 |
159.69 |
154.62 |
5.07 |
3.2% |
0.63 |
0.4% |
92% |
False |
False |
416,313 |
60 |
159.69 |
154.62 |
5.07 |
3.2% |
0.61 |
0.4% |
92% |
False |
False |
279,731 |
80 |
160.98 |
154.62 |
6.36 |
4.0% |
0.53 |
0.3% |
74% |
False |
False |
210,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.91 |
2.618 |
161.02 |
1.618 |
160.48 |
1.000 |
160.15 |
0.618 |
159.94 |
HIGH |
159.61 |
0.618 |
159.40 |
0.500 |
159.34 |
0.382 |
159.28 |
LOW |
159.07 |
0.618 |
158.74 |
1.000 |
158.53 |
1.618 |
158.20 |
2.618 |
157.66 |
4.250 |
156.78 |
|
|
Fisher Pivots for day following 03-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
159.34 |
159.38 |
PP |
159.33 |
159.35 |
S1 |
159.31 |
159.33 |
|